Thousands of women demonstrated Monday in front of Yemen's foreign ministry in the capital, Sanaa, demanding U.N. intervention in the ongoing unrest in the Persian Gulf nation, residents and eyewitnesses said.

The protest comes a day after the first woman was killed in a demonstration against the government, according to opposition activists.

The women called for sanctions against President Ali Abdullah Saleh and asked that he be tried by the International Criminal Court.

They also alleged that snipers were on the rooftop of the foreign ministry Sunday.

The protests came hours after gunfire and loud explosions reverberated throughout the capital early Monday.

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Medics in Change Square said at least four people were killed and another 26 injured after government forces raided parts of the capital. Another eight people died and 20 were injured in government raids on civilian property, said Abdulqawi al-Qaisi, a prominent opposition leader and head of the Sadeq Ahmar media office.

"The death toll is expected to rise as a number of the injured are in critical condition," he said.

According to eyewitnesses, government security forces clashed with tribesmen loyal to Hashid tribal leader Sadeq Al-Ahmar in the Hasabah neighborhood in northern Sanaa. Government forces attacked the tribal leader's family residences, al-Qaisi said.

"The government attacks against innocent civilians and the Ahmar family continued for hours and hundreds of explosions were heard throughout the morning, causing fear throughout the capital," he said.

Residents and witnesses also reported that the Republican Guard was bombarding the headquarters of the 1st Armored Division, loyal to Maj. Gen. Ali Mohsen Al-Ahmar, who withdrew his support for Saleh in March.

The embattled Saleh said Sunday that "strong documentation of the cooperation" between al Qaeda and the Muslim Brotherhood indicate a military coup that is destabilizing the country. He described the opposition as "insane people, who can't sleep and only want to take power."

"The international community must stop Saleh from killing his own people," al-Qaisi said Monday. "If no intervention takes place, he will continue killing and the casualties will rise."

On Sunday night, three people died in Sanaa when a rocket-propelled grenade hit bystanders, medics said.

Earlier Sunday, Yemeni security forces opened fired on demonstrators gathering for a planned march in the capital, killing five people and injuring 54 others, according to a medic on the scene.

In a separate demonstration in the city of Taiz, a government sniper killed a woman with a shot to the head, medics and eyewitnesses said.

Medics identified the woman as Aziza Othman Kaleb. Snipers also injured four others who were next to the woman in the march, the sources said.

Opposition activists said the slain woman was 20 and said she was the first female to be killed while marching against the government. CNN could not independently confirm that claim.

Activist Atiaf Alwazir called the shooting of a woman "a sign that the government security forces will not really stop shooting, even if there are women."

"Women may have been beaten, arrested at times -- but never directly shot at and this is a scary escalation," she said.

The crackdown in Sanaa was also bloody, doctors said.

"The injured are entering the hospital by the minute. We need help. We call on people to donate blood for the injured," said Mohammed Al-Qubati, who works at a field hospital in Change Square.

Five of the wounded are in critical condition, he said from the square that has become the center of protests against Saleh.

Protesters carried signs with slogans including: "Saleh kills and the world watches. Is this the justice the West preaches?" according to witnesses and activists.

Others carried flowers or signs that said: "We are not armed, Don't attack us with gunfire," witnesses said Sunday.

CNN has not independently confirmed the details of casualties in Sanaa or Taiz, and the government has not yet responded to requests for comment.

Saleh, meeting Sunday with Yemeni leaders, said members of the U.N. Security Council don't understand the true picture in his country, the state news agency Saba reported.

He also said those who participate in "heavily armed marches" are killing soldiers. "Are these peaceful acts?" he asked, according to the news agency.

Last week, tens of thousands of protesters gathered in Sanaa, marching, chanting and calling for the United Nations to come out with a firm resolution in support for change in the country.

For its part, the government said it is trying to come up with a solution to end the political stalemate.

"The ruling party is serious on finding a solution to the political crisis from its roots to ensure they don't erupt in the future," said Tareq Shami, spokesman for the General People's Congress, the ruling party.